Data through close

BBH max pain, gamma exposure (GEX) & options open interest

As of close · rank #4627 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

BBH's nearest-expiration max pain is 225.00 for 2026-10-16, its GEX flip is 177.12, net GEX is 14,973, its put/call open-interest ratio is 0.45. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
237.58
prev 238.87
Gamma max
249.88
+5.2% from close
Delta neutral
213.51
-10.1% from close
Gamma neutral
177.12
-25.4% from close
Open interest
141
+2.2% vs prev
Contracts listed
48
34 calls · 18 puts

Whole-chain analytics

Derived after the close from the same dated options chain. Signed gamma exposure uses calls positive and puts negative; it is a model convention, not observed dealer inventory.

Nearest max pain
225.00
-5.3% from close
2026-10-16
GEX flip
177.12
-25.4% from close
Net GEX
14,973
10,619,315 per 100k OI
Call wall
240.00
+1.0% from close
Put wall
235.00
-1.1% from close
Put/call OI
0.45
44 puts / 97 calls

Advanced options analysis

Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.

Catalyst intensity
–
cross-sectional score / 100
Directional score
–
IV rank
1.3
within trailing 52-week range
Front / back ATM IV
+22.6% / +22.9%
-0.3 pp front premium
Expected move
+4.4%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.03
4 contracts traded
Normalized net delta
0.207
option-holder convention
Modeled dealer delta
-0.191
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
4.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BBH closed 5.2% below its gamma max of 249.88. It is 10.1% above the delta neutral price of 213.51. Total open interest is 141, +2.2% versus the previous session. What gamma max means · What delta neutral means

History

Full history since 2020: drag to pan, scroll to zoom, hover for values. Open full-screen chart

Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

← ALRS (#4626) USRT (#4628) →

Questions people ask about BBH

Where is BBH's gamma max today?

As of Oct 2, 2026, the gamma max for BBH is 249.88, +5.2% from the 237.58 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.

Is BBH above or below its delta neutral price?

BBH closed above delta neutral: 237.58 against a delta neutral price of 213.51. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BBH have?

141 contracts of open interest across 48 listed contracts on Oct 2, 2026, +2.2% versus the previous session. What open interest measures.

Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.